Renormalization constant for the local times of self-intersections of a diffusion process in the plane
We study the local times of self-intersection of a diffusion process in the plane. Our main result is connected with the investigation of the asymptotic behavior of the renormalization constant of this local time.
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| Datum: | 2008 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2008
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3263 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We study the local times of self-intersection of a diffusion process in the plane. Our main result is connected with the investigation of the asymptotic behavior of the renormalization constant of this local time. |
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